Even that "proof" may not be good enough since I will bet it is largely untraceable. Even the FedEx people will probably not have any verifiable information on the sender of the check. Any instructions on what to do with the funds such as wire the money somewhere will lead to an untraceable drop of some sort. However, do post back with how this goes down. It would be nice to read that a scammer was actually busted by the authorities.
I also just got a text message from this number. I was skeptical at first good thing I googled this number before processing to do anything with this person. Thanks everyone !!